Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

MaRDI QIDQ5325807zbMATH OpenFDO

Authors Xiaohong Chen, Yingyao Hu, Arthur Lewbel

Publication date 24 July 2009

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n34/j19n34.html

zbMATH Keywords

errors-in-variables (eiv)identificationnonclassical measurement errornonparametric regressionsieve maximum likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(15)

• Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
• Identification of additive and polynomial models of mismeasured regressors without instruments
• Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’
• Discussion on `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors' by Carroll et al.
• Non-parametric identification with errors in independent variables
• Identification of paired nonseparable measurement error models
• A practical guide to compact infinite dimensional parameter spaces
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
• Estimation of treatment effects in nonlinear models with unobserved confounding
• Prediction in measurement error models
• Identification and estimation of dynamic structural models with unobserved choices
• A note on the closed-form identification of regression models with a mismeasured binary regressor

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